Existence theorems for viable solutions of stochastic differential equations (Q1768963)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence theorems for viable solutions of stochastic differential equations |
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Existence theorems for viable solutions of stochastic differential equations (English)
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15 March 2005
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The author proves existence of weak and strong solutions of some stochastic differential inclusions; the novelty here is the use of a stochastic tangential condition not covered by Ky Fan's fixed point theorem.
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